East West Bancorp Inc (EWBC)

95.87 +1.00 (+1.05%) USD  |  NASDAQ  |  Dec 20, 16:00
95.92 +0.05 (+0.05%) After-Hours: 20:00
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East West Bancorp Max Drawdown (5Y): 67.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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M&T Bank Corp 52.97%
Wells Fargo & Co 64.47%
Community Trust Bancorp Inc 42.95%
CVB Financial Corp 61.73%
First Savings Financial Group Inc 58.81%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.670
Beta (5Y) 1.280
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.71%
Historical Sharpe Ratio (5Y) 0.4738
Historical Sortino (5Y) 0.7109
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.27%